-88.6%
LGO vs VT
+217.6%
-306.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -5.1% |
| 7D | 0.0% | -0.1% | +0.1% | +0.2% |
| 30D | -29.8% | -3.1% | -26.7% | -27.1% |
| 3M | -58.2% | -3.5% | -54.7% | -56.5% |
| 6M | -71.1% | +0.5% | -71.5% | -71.0% |
| YTD | -64.9% | +10.8% | -75.7% | -68.0% |
| 1Y | -71.6% | +11.9% | -83.4% | -74.3% |
| 3Y | -83.5% | +73.0% | -156.5% | -90.4% |
| 5Y | -97.1% | +58.6% | -155.7% | -98.2% |
| 10Y | -88.6% | +219.2% | -307.8% | -96.7% |
| All | -88.6% | +217.6% | -306.3% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling